When you press F5 and Debug in Visual Studio, it sometimes either doesn’t attach the debugger to IE9 correctly, or usually in my case it just updates the application pool on the local running Cassini instance (your Visual Studio Dev WebServer), which is often if it's already running will not allow the proper connection of VS Debugger.
If you click on the taskbar, find the icon for Cassini (ASP.NET Developmentement Server) - just right-click and click Stop. Then go back to Visual Studio and F5, and the debugger should attach ok again.
My favorite pastime is actually CTRL + F5 and run the web application without debugging so that I can use the built-in (F12) debugger in IE9. By doing this, you will not receive the message "Could not connect to the process ...", and you will also be able to find out if your Javascript changes are actually updated or cached in your browser during development.
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